+424.6%
ETSY vs EFX
+42.6%
+382.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.3% |
| 7D | -4.9% | -4.5% | -0.4% | -2.3% |
| 30D | -8.6% | -6.1% | -2.5% | -5.3% |
| 3M | +4.8% | +6.2% | -1.4% | +0.4% |
| 6M | +38.1% | -11.2% | +49.3% | +45.9% |
| YTD | +31.2% | -21.4% | +52.6% | +47.5% |
| 1Y | +22.1% | -34.3% | +56.4% | +51.7% |
| 3Y | +12.2% | -12.5% | +24.8% | +9.7% |
| 5Y | -66.5% | -35.6% | -30.9% | -60.7% |
| All | +424.6% | +42.6% | +382.0% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling